I've seen 6 or 7 of the Lakers games this year and I don't remember
Dwight actually setting a single pick. He seems to very quickly slip the pick
and roll to the paint.....

Doesn't he have to set a few to make all options work?

Good question . In my opinion no. No matter what, you want Dwight going toward the basket whether to get the pass, get the rebound or be a decoy.
In any scenario it's bad news for the opposition.
With the starting lineup we have.....when healthy you are talking him setting for Kobe or Nash.....guys who really don't need a pick to get their shot off anyways. That's just my opinion....what do you guys think?